+13.5%
WFC vs ESI
+38.0%
-24.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +0.4% | +3.9% | -3.5% | 0.0% |
| 30D | +2.5% | -3.8% | +6.2% | +2.8% |
| 3M | +10.0% | -13.1% | +23.1% | +10.8% |
| 6M | +15.1% | +11.3% | +3.7% | +9.4% |
| YTD | -2.2% | +44.1% | -46.3% | -13.8% |
| 1Y | +13.5% | +40.3% | -26.9% | +0.3% |
| All | +13.5% | +38.0% | -24.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling